Time Series Deconfounder: Estimating Treatment Effects over Time in the Presence of Hidden Confounders
Jul 12, 2020
Speakers
Ioana Bica
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Ahmed Alaa
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Mihaela van der Schaar
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About
The estimation of treatment effects is a pervasive problem in medicine. Existing methods for estimating treatment effects from longitudinal observational data assume that there are no hidden confounders. This assumption is not testable in practice and, if it does not hold, leads to biased estimates. In this paper, we develop the Time Series Deconfounder, a method that leverages the assignment of multiple treatments over time to enable the estimation of treatment effects in the presence of multi-cause hidden confounders. The Time Series Deconfounder uses a novel recurrent neural network architecture with multitask output to build a factor model over time and infer substitute confounders that render the assigned treatments conditionally independent. Then it performs causal inference using the substitute confounders. We provide a theoretical analysis for obtaining unbiased causal effects of time-varying exposures using the Time Series Deconfounder. Using both simulations and real data to show the effectiveness of our method in deconfounding the estimation of treatment responses in longitudinal data.The estimation of treatment effects is a pervasive problem in medicine. Existing methods for estimating treatment effects from longitudinal observational data assume that there are no hidden confounders. This assumption is not testable in practice and, if it does not hold, leads to biased estimates. In this paper, we develop the Time Series Deconfounder, a method that leverages the assignment of multiple treatments over time to enable the estimation of treatment effects in the presence of multi-…
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Health Conditions & Diagnosis
Category · 247 presentations
About ICML 2020
The International Conference on Machine Learning (ICML) is the premier gathering of professionals dedicated to the advancement of the branch of artificial intelligence known as machine learning. ICML is globally renowned for presenting and publishing cutting-edge research on all aspects of machine learning used in closely related areas like artificial intelligence, statistics and data science, as well as important application areas such as machine vision, computational biology, speech recognition, and robotics. ICML is one of the fastest growing artificial intelligence conferences in the world. Participants at ICML span a wide range of backgrounds, from academic and industrial researchers, to entrepreneurs and engineers, to graduate students and postdocs.
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